+3,221.7%
REGN vs ILMN
+1,352.5%
+1,869.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.3% | +1.2% | -1.3% |
| 7D | -1.6% | +1.9% | -3.5% | -2.1% |
| 30D | +3.4% | +12.3% | -8.9% | +0.5% |
| 3M | +32.7% | +33.5% | -0.8% | +23.5% |
| 6M | +6.9% | +69.4% | -62.4% | -6.1% |
| YTD | +5.4% | +60.9% | -55.5% | -6.9% |
| 1Y | +45.8% | +115.0% | -69.1% | +19.0% |
| 3Y | -1.5% | +37.0% | -38.5% | -13.6% |
| 5Y | +22.2% | -53.1% | +75.4% | +31.6% |
| 10Y | +103.6% | +27.6% | +76.0% | +62.2% |
| All | +3,221.7% | +1,352.5% | +1,869.1% | +1,008.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ILMN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling